CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 17-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2018 |
17-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1451 |
1.1477 |
0.0026 |
0.2% |
1.1500 |
| High |
1.1514 |
1.1549 |
0.0036 |
0.3% |
1.1549 |
| Low |
1.1445 |
1.1477 |
0.0032 |
0.3% |
1.1410 |
| Close |
1.1471 |
1.1549 |
0.0078 |
0.7% |
1.1549 |
| Range |
0.0069 |
0.0072 |
0.0004 |
5.1% |
0.0140 |
| ATR |
0.0073 |
0.0074 |
0.0000 |
0.4% |
0.0000 |
| Volume |
7,163 |
1,708 |
-5,455 |
-76.2% |
13,166 |
|
| Daily Pivots for day following 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1741 |
1.1717 |
1.1589 |
|
| R3 |
1.1669 |
1.1645 |
1.1569 |
|
| R2 |
1.1597 |
1.1597 |
1.1562 |
|
| R1 |
1.1573 |
1.1573 |
1.1556 |
1.1585 |
| PP |
1.1525 |
1.1525 |
1.1525 |
1.1531 |
| S1 |
1.1501 |
1.1501 |
1.1542 |
1.1513 |
| S2 |
1.1453 |
1.1453 |
1.1536 |
|
| S3 |
1.1381 |
1.1429 |
1.1529 |
|
| S4 |
1.1309 |
1.1357 |
1.1509 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1921 |
1.1875 |
1.1626 |
|
| R3 |
1.1782 |
1.1735 |
1.1587 |
|
| R2 |
1.1642 |
1.1642 |
1.1575 |
|
| R1 |
1.1596 |
1.1596 |
1.1562 |
1.1619 |
| PP |
1.1503 |
1.1503 |
1.1503 |
1.1514 |
| S1 |
1.1456 |
1.1456 |
1.1536 |
1.1479 |
| S2 |
1.1363 |
1.1363 |
1.1523 |
|
| S3 |
1.1224 |
1.1317 |
1.1511 |
|
| S4 |
1.1084 |
1.1177 |
1.1472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1549 |
1.1410 |
0.0140 |
1.2% |
0.0071 |
0.6% |
100% |
True |
False |
2,633 |
| 10 |
1.1744 |
1.1410 |
0.0334 |
2.9% |
0.0073 |
0.6% |
42% |
False |
False |
1,759 |
| 20 |
1.1880 |
1.1410 |
0.0470 |
4.1% |
0.0067 |
0.6% |
30% |
False |
False |
1,104 |
| 40 |
1.1936 |
1.1410 |
0.0526 |
4.6% |
0.0072 |
0.6% |
27% |
False |
False |
783 |
| 60 |
1.2014 |
1.1410 |
0.0604 |
5.2% |
0.0077 |
0.7% |
23% |
False |
False |
684 |
| 80 |
1.2431 |
1.1410 |
0.1022 |
8.8% |
0.0076 |
0.7% |
14% |
False |
False |
575 |
| 100 |
1.2657 |
1.1410 |
0.1248 |
10.8% |
0.0071 |
0.6% |
11% |
False |
False |
477 |
| 120 |
1.2735 |
1.1410 |
0.1326 |
11.5% |
0.0072 |
0.6% |
11% |
False |
False |
410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1855 |
|
2.618 |
1.1737 |
|
1.618 |
1.1665 |
|
1.000 |
1.1621 |
|
0.618 |
1.1593 |
|
HIGH |
1.1549 |
|
0.618 |
1.1521 |
|
0.500 |
1.1513 |
|
0.382 |
1.1505 |
|
LOW |
1.1477 |
|
0.618 |
1.1433 |
|
1.000 |
1.1405 |
|
1.618 |
1.1361 |
|
2.618 |
1.1289 |
|
4.250 |
1.1171 |
|
|
| Fisher Pivots for day following 17-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1537 |
1.1526 |
| PP |
1.1525 |
1.1503 |
| S1 |
1.1513 |
1.1479 |
|